The cumulative lift curve as in Figure 1 has a close relation with the ROC (receiver operating characteristic) curves, which have been widely used previously (see, for example, Hanley & McNeil, 1982). To obtain an ROC curve, positive and negative cases are mixed randomly first, and then presented to a decision maker who rates each case, normally ranging from definitely negative (0) to definitely positive (1). The ROC curve is then obtained by considering broader and broader ranges for positive cases (i.e., greater than 0.95 as positive, greater than 0.9 as positive, greater than 0.8 as positive, etc.): the x axis is the rate of false positive (over all negative cases), while the y axis the rate of true positive (over all positive cases). The ROC curve looks similar to the cumulative lift curve, except the former lies slightly above the latter (except at (100, 100)). For any poin t ( p,q ) where p < q on the ROC curve, the corresponding point on the lift curve would be ( q × X % + p × (1 X %) , q ), where X is the percent of positive cases in the dataset. Thus, the lift curve is slightly under the ROC curve when p < q . Therefore, the lift index we proposed is also closely related to the area under the curve (A UC) index of the ROC curves.